Related papers: A half-normal distribution scheme for generating f…
For nonnegative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows to construct new distributions with support (0,1), and to obtain a…
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…
We propose a new powerful family of tests of univariate normality. These tests are based on an initial value problem in the space of characteristic functions originating from the fixed point property of the normal distribution in the zero…
We revisit the moment method to obtain a slightly strengthened version of the usual semicircular law. Our version assumes only that the upper triangular entries of Hermitian random matrices are independent, have mean zero and variances…
We consider several special cases of iterations of random i.i.d. linear functions with beta distributed fixed points that generate nested interval schemes when iterated in a backward direction, and ergodic Markov chains in the forward…
Phenomena with a constrained sample space appear frequently in practice. This is the case e.g. with strictly positive data and with compositional data, like percentages and the like. If the natural measure of difference is not the absolute…
We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…
We propose an approximation for the first return time distribution of random walks on undirected networks. We combine a message-passing solution with a mean-field approximation, to account for the short- and long-term behaviours…
Distribution testing is a fundamental statistical task with many applications, but we are interested in a variety of problems where systematic mislabelings of the sample prevent us from applying the existing theory. To apply distribution…
In the frame of the Boltzmann equation, wall-bounded flows of rarefied gases require the implementation of boundary conditions at the kinetic level. Such boundary conditions induce a discontinuity in the distribution function with respect…
This is the first installment in a series of papers devoted to examining certain aspects of the asymptotic value distribution and distribution of zeros manifested by members of a broad class of linear combinations of L-functions in the…
We present a new algorithm for computing the quasi-stationary distribution of subcritical Galton--Watson branching processes. This algorithm is based on a particular discretization of a well-known functional equation that characterizes the…
We investigate properties of the particle distribution near the tip of one-dimensional branching random walks at large times $t$, focusing on unusual realizations in which the rightmost lead particle is very far ahead of its expected…
By decomposing the random walk path, we construct a multitype branching process with immigration in random environment for corresponding random walk with bounded jumps in random environment. Then we give two applications of the branching…
A multi-type branching process is defined as a random tree with labeled vertices, where each vertex produces offspring independently according to the same multivariate probability distribution. We demonstrate that in realizations of the…
In two recent works \cite{BMM,BK}, it has been shown that the counting generating functions (CGF) for the 23 walks with small steps confined in a quadrant and associated with a finite group of birational transformations are holonomic, and…
A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is general enough to encompass a number of…
We suggest a new Hamiltonian lattice approach, using a regularisation motivated by deep inelastic scattering. We discuss the relation between distribution functions and the $F_1$ structure function. We have tested this method by computing…
In this paper we use a probabilistic approach to derive the expressions for the characteristic functions of basic statistics defined on permutation tableaux. Since our expressions are exact, we can identify the distributions of basic…
In the first part of this paper, we enumerate exactly walks on the square lattice that start from the origin, but otherwise avoid the non positive horizontal half-axis. We call them "walks on the slit plane". We count them by their length,…